-13.1%
SLB vs MOD
+1,079.7%
-1,092.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.4% | -4.5% |
| 7D | +3.5% | +40.4% | -36.9% | -4.7% |
| 30D | +6.5% | -14.0% | +20.5% | +8.2% |
| 3M | -0.2% | -33.3% | +33.1% | +6.3% |
| 6M | -5.7% | -51.4% | +45.7% | +6.0% |
| YTD | +36.8% | +1.6% | +35.2% | +27.2% |
| 1Y | +45.8% | +5.4% | +40.4% | +33.4% |
| 3Y | +3.4% | +191.0% | -187.6% | -34.2% |
| 5Y | +76.1% | +1,093.1% | -1,017.0% | -29.9% |
| All | -13.1% | +1,079.7% | -1,092.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling